PCA Index Dashboard Examples

This script was last run at 2024-03-13 20:39:19.096506+00:00 (UTC)
In US/Central Time, this is 2024-03-13 15:39:19.096506-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897794	-0.476537	0.085318	-0.006961	0.546067	0.254913
1997-01-03	-0.886086	-0.476537	-0.156442	0.008564	0.745623	0.205767
1997-01-06	-0.882184	-0.476537	-0.065030	-0.014723	0.778496	0.269694
1997-01-07	-0.882184	-0.455704	-0.129980	-0.045772	0.838116	0.383279
1997-01-08	-0.893892	-0.455704	-0.022932	-0.084584	0.786157	0.496472
...	...	...	...	...	...	...
2024-03-06	-0.815839	-1.528618	-0.713332	1.669701	1.123642	-0.203250
2024-03-07	-0.815839	-1.497368	-0.720549	1.809423	1.132966	-0.250810
2024-03-08	-0.819741	-1.476535	-0.684465	1.871521	1.023184	-0.227822
2024-03-11	-0.819741	-1.497368	-0.626731	1.871521	0.924885	-0.175506
2024-03-12	-0.843157	-1.507785	-0.792716	1.817185	1.034909	0.037325

7185 rows × 6 columns

../_images/428685282f3285e08e612c9cc9d435185abf1154c2ac223abe64a1192bd7cf48.png

pc1

DATE
1997-01-02   -0.579667
1997-01-03   -0.685894
1997-01-06   -0.668773
1997-01-07   -0.705178
1997-01-08   -0.674822
                ...   
2024-03-06   -1.512204
2024-03-07   -1.532302
2024-03-08   -1.511438
2024-03-11   -1.486996
2024-03-12   -1.590835
Name: PC1, Length: 7185, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../_images/74c003a65d1270afef509d8873e96e3ee4c0dce566c27ec8f4b495a75257a48e.png

fig = px.line(pc1)
fig.show()

../_images/1b32da8f2dbc55741680b19a84128ef1184b9914736fec978723eea470fbe63b.png

PCA Index Dashboard Examples#